-13.0%
CTSH vs TJX
-9.1%
-3.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -3.7% | -4.6% | +0.9% | -2.2% |
| 30D | +3.7% | -17.2% | +20.9% | +10.0% |
| 3M | +17.9% | -24.9% | +42.8% | +28.2% |
| 6M | -2.6% | -19.7% | +17.0% | +3.9% |
| YTD | -26.4% | -17.2% | -9.2% | -21.2% |
| 1Y | -13.0% | -9.4% | -3.6% | -6.0% |
| All | -13.0% | -9.1% | -3.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TJX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling